+110.1%
TJX vs ZETA
+237.6%
-127.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -20.3% | +10.5% | -30.8% | -21.0% |
| 3M | -23.3% | +44.3% | -67.6% | -25.5% |
| 6M | -19.7% | +59.4% | -79.2% | -23.1% |
| YTD | -17.1% | +49.5% | -66.6% | -20.5% |
| 1Y | -8.8% | +62.7% | -71.5% | -13.6% |
| 3Y | +43.4% | +274.6% | -231.2% | +17.6% |
| 5Y | +95.2% | +349.3% | -254.1% | +57.6% |
| All | +110.1% | +237.6% | -127.5% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling